An optimal design is the classical problem of mathematical control theory, where a geometry of a system plays an important role. Being a particular kind of symmetry, the homogeneity is expected to be useful for optimization purposes. In this chapter, we study various homogeneous optimal control problemsHomogeneous optimal control problem (HOCP) and revisit conventional tools of optimal control design (like Bellman functionBellman function method and Pontryagin maximum principle) under an assumption about a homogeneity of the system model and a cost functionalFunctional.

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Homogeneous Optimal Control

  • Andrey Polyakov

摘要

An optimal design is the classical problem of mathematical control theory, where a geometry of a system plays an important role. Being a particular kind of symmetry, the homogeneity is expected to be useful for optimization purposes. In this chapter, we study various homogeneous optimal control problemsHomogeneous optimal control problem (HOCP) and revisit conventional tools of optimal control design (like Bellman functionBellman function method and Pontryagin maximum principle) under an assumption about a homogeneity of the system model and a cost functionalFunctional.